Decomposition method was first introduced by Adomian since the beginning of the 1980’s for solving wide range of problems whose mathematical models yield equation or system of equation involving algebraic, differential, integral and integro-diffrential [1, 2, 3]. This iterative method has been proven to be rather successful in dealing with linear problems as well as nonlinear. Adomian gives the...

In this paper, an efficient algorithm of logarithmic transformation to Hirota bilinear form of the KdV-type bilinear equation is established. In the algorithm, some properties of Hirota operator and logarithmic transformation are successfully applied, which helps to prove that the linear terms of the nonlinear partial differential equation play a crucial role in finding the Hirota bilinear form...

In this study‎, ‎an efficient method is presented for solving infinite boundary integro-differential equations (IBI-DE) of the second kind with degenerate kernel in terms of Laguerre polynomials‎. ‎Properties of these polynomials and operational matrix of integration are first presented‎. ‎These properties are then used to transform the integral equation to a matrix equation which corresponds t...

In this article we have considered a non-standard finite difference method for the solution of second order  Fredholm integro differential equation type initial value problems. The non-standard finite difference method and the composite trapezoidal quadrature method is used to transform the Fredholm integro-differential equation into a system of equations. We have also developed a numerical met...

‎‎‎‎‎‎‎‎‎‎‎‎‎This paper aims to construct a general formulation for the shifted Jacobi operational matrices of integration and product‎. ‎The main aim is to generalize the Jacobi integral and product operational matrices to the solving system of Fredholm and Volterra integro--differential equations‎ which appear in various fields of science such as physics and engineering. ‎The Operational matr...

Consistently fitting vanilla option surfaces is an important issue when it comes to modeling in finance. As far as local and stochastic volatility models are concerned, this problem boils down to the resolution of a nonlinear integro-differential pde. The non-locality of this equation stems from the quotient of two integral terms and is not defined for all bounded continuous functions. In this ...